Like he said ! Bad jew jew for the steering to move wile under way ! If towed vehicle doesnt have locking steering wheel strap a 2x2 across the steering wheel to keep it from turning !
Having flat towed everything from 5ton trucks to M1009s, total mileage in the tens of thousands, I can safely say it's desirable for the steering on the towed vehicle to be able to turn passively to follow the tow vehicle. Otherwise you scrub the tires sideways at the slightest turn.
I once accidentally locked the steering on the towed vehicle by turning the key to the locked position after running it to warm myself. With the steering locked, the 5ton tow vehicle didn't even notice and dragged the towed vehicle with no problem, came very near pulling the tire sideways off the front wheel, severely damaged the front tires and a ranch hand pipe bumper and also bent 1/2" steel plate tow point mounts. I was lucky and stopped for fuel within just a few miles and caught it then. Otherwise this would have been a catastrophe.
Locking the steering is something you can get away with on soft surfaces for very very short distances in those instances where the towed vehicle is misbehaving. Not something to be done as a standard practice.
Absolutely do not lock the steering as a standard practice. Severe damage and/or death may result.
Being able to actively steer the towed vehicle would really only have utility during backing maneuvers. I've put a 2nd driver in the towed vehicle for this purpose when backing absolutely can't be avoided.